I spoke to someone else in San Fran who saw the cowboys around the Great American Music Hall, which is on O'Farrell Street. They said they were very frantic and tried to get a cab but there was someone in it. They tried to get the people to give up the cab but they wouldn't so they ran to the next street over, Geary Street and caught a cab there.
I don't know if there was something at the Music Hall or if it was just the nearest landmark to describe where they were. Here is a map of it in comparison to Coit Tower. Notice that it is towards heading back in the direction of Hunter's Point, which would be further to the bottom right of what this map shows.
They didn't have a cab driver ready and waiting for them?
Let's examine Amazing Race history to see what has happened previoiusly in Amazing Race finales:
AR2 - cab from Oakland Inerntional Aiport lets them off, but first task in SF is to walk down the hill to get clue at a pier near Fisherman's Wharf (39?) and then hail a cab to get to the finish line at East Fort Baker across the Golden Gate Bridge.
AR11 - unaired segment from Oakland Inernational Airport to Greatful Dead House on Ashbury St., presumable with taxis held, then trip to Old Mint, again with taxis held, then those taxis to Strybing Arboretum for finish line.